SI408: Has Trend Following Changed Forever? ft. Alan Dunne

Markets continue to evolve, and so do the strategies designed to navigate them. Alan Dunne joins Niels Kaastrup-Larsen to explore why changes in market structure may have permanently altered short term trend following, and what that means for systematic investors. They discuss a fascinating new research paper on market microstructure, the changing role of liquidity, the rise of high frequency trading and why faster no longer necessarily means better. Along the way they examine the Federal Reserve's evolving communication strategy, the outlook for commodities, and why regime change continues to create both risks and opportunities for trend followers.

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50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE

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Episode TimeStamps:

00:00 - Summer reading, Jeremy Grantham and lessons from early quantitative investing

05:22 - Shrinking retail products, smaller futures contracts and the rise of retail trading

12:18 - First half performance review for CTAs and trend followers

15:36 - Commodity markets, Middle East tensions and the AI driven demand story

20:09 - Kevin Warsh, Fed communication and a new era for monetary policy

30:34 - Why regime change strengthens the case for trend following

38:34 - The research behind the decline of short term trend following

46:44 - Tick size, liquidity and what changed in market microstructure

49:43 - Alternative explanations for why fast trend has struggled

55:35 - Execution, market participants and the future of systematic trading

01:00:45 - Final thoughts on the next evolution of trend following

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PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:

1. eBooks that cover key topics that you need to know about

In my eBooks, I put together some key discoveries and things I have learnt during the more than 3 decades I have worked in the Trend Following industry, which I hope you will find useful. Click Here

2. Daily Trend Barometer and Market Score

One of the things I’m really proud of, is the fact that I have managed to published the Trend Barometer and Market Score each day for more than a decade...as these tools are really good at describing the environment for trend following managers as well as giving insights into the general positioning of a trend following strategy! Click Here

3. Other Resources that can help you

And if you are hungry for more useful resources from the trend following world...check out some precious resources that I have found over the years to be really valuable. Click Here

Disclaimer

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